A FIRST COURSE IN MONTE CARLO
George S. Fishman
These C-languange programs can be used to solve exercises in this book. cndev.c,
Bruec.c, and Pruec.c all use the pseudorandom number generator in rng_afm.c.
rng_afm.c For the pseudorandom number generator known as the Mersenne twister,
MT19937, this C-language program provides a means for loading seeds
at the beginning of a run and saving the final numbers in the sub-sequence
at the end of the run. This allows for non-overlapping sub-sequences
on successive runs.
cndev.c C-language code from Moro (1995) to generate a sample from the normal
distribution with 0 mean and variance 1 by the inverse-transform method.
The following are taken from WinRand at the Institute of Statistics at the University
of Graz at
Bruec.c C-language code to sample from the Binomial distribution using the
ratio-of- uniforms and inverse-transform methods.
Pruec.c C-language code to sample from the Poisson distribution using the ratio-of-
uniforms and inverse-transform methods.